Runge-K utta-Nystrom-Methods

with Maximized Stability Domain

for Stiff Mechanical Systems
Christoph Lunk and Bernd Simeon
Department of Mathematics, Technical University Munich, 85748 Garching,
Germany
lunk@ma.tum.de, simeon@ma.tum.de

Summary. Problems in structural dynamics lead quite often to stiff second order
ODEs. Solving them as first order ODE with explicit methods results in very small
stepsizes due to high frequency oscillations and instability. Implicit methods, on the
other hand, are not well-suited for real-time applications and very large problems.
Thus, there is a need for low order methods that allow relatively large steps and
that are computationally not expensive. In this paper, we introduce a class of RungeKutta-Nystrom methods that meet the requirements above. The methods generalize
the well-known Stormer's rule and allow a maximization of the stability domain.
Key words: Runge-Kutta-Nystrom methods, stability, second order ODE, stiff mechanical system, structural dynamics

1 The Problem Class

We are concerned with the dynamic simulation of technical structures like
the elastic pylon with asymmetric load below. Our objective is one particular
aspect of the numerical simulation: the time integration of the equations that
result from applying the finite element method in space. Due to the inherent
numerical stiffness of the equations, this represents a challenging task.

Fig. 1. 2D Pylon with time dependent load.

A. Buikis et al. (eds.), Progress in Industrial Mathematics at ECMI 2002
Springer-Verlag Berlin Heidelberg 2004

140

C. Lunk, B. Simeon

Equations of Motion. Structural dynamics problems are modelled by

Cauchy's first law of motion, a system of PDEs for the unknown displacement u(x, t) of the structure [HuOO]. The equations of motion read

puu = div a(u)

+f

where a(u) stands for the stress tensor, e.g., a(u) = 1/2C ("\i'u + V'uT) in
case of Hooke's law, while f and p denote external forces and mass density.
If we pass to the weak form of the equations of motion and apply a RitzGalerkin method, e.g., a finite element method, we obtain a second order
system of ODEs in the unknown vector q(t) E IRn of node variables (discrete
displacements). These semi-discretized equations have the form

Mq" = -k(q)- Dq' + b(q, t),

q(to) = Qo,

q'(to) = qb

(1)

with positiv definite mass matrix M, stiffness term k(y), damping matrix D
and external force vector b(q, t) (in obvious dimensions).
We remark that the assumption of small strains leads usually to a linear
stiffness term k(q) = Kq with stiffness matrix K while large strains introduce
some nonlinearities in k(q). Furthermore, Rayleigh damping is commonly used
in structural dynamics, i.e., D = fJ1M + fJ2K with scalars fJ1 and f32

Scalar Test Equation. By solving the generalized eigenvalue problem

w2 Mq = Kq, we obtain the frequencies wand eigenmodes q of the system. In
case of linear stiffness, Rayleigh damping and vanishing external force, this
modal reduction yields for each frequency a scalar equation of the form

y(to) =Yo,

y'(to) = Yb

(2)

where the damping factor is given by~= ~(w) = (~ - fJ2w)j2.

The test equation (2) is crucial for an analysis of discretization schemes
[HuOO]. Its solution is y(t) = ce<t with eigenvalues ( 1 ,2 = -w(~ ~).
Thus, in the undamped case ~ = 0 we get (1,2 = iw and the solution is
an undamped harmonic wave, otherwise a damped wave or a decaying exponential function depending on the size of the damping parameter~- As the
frequencies w of the original equations of motion (1) lie often in a very large
range, the problem is numerically stiff and stability issues become important.

2 Time Integration Schemes

In structural dynamics, the Newmark family of methods and its variants such
as the a- method are widely used to solve the equations of motion (1). We focus
here on explicit schemes since we have special requirements like real time applications or large scale nonlinear systems in mind where implicit approaches
may become very expensive. A first alternative to explicit Newmark schemes
is given by standard Runge-Kutta methods. After transformation of (1) to

RKN Methods for Stiff Mechanical Systems

141

a system of first order, any of the well-known explicit Runge-Kutta methods

can be applied [HNW93]. Stability with respect to (2) holds as long as for
given stepsize h the stability function R of the method satisfies IR(z)l :::; 1 for
z = h(l,2 In this context, stability along the imaginary axis is of particular
interest, and we measure this property in terms of the product () := h w of
stepsize and frequency, i.e., we require IR(iB)I :::; 1. As discussed in [HW96],
an s-stage explicit Runge-Kutta method has a stability domain which reaches
at most up to i() = i(s- 1) on the imaginary axis. In other words, () = s- 1
is the maximum that we can achieve - a severe restriction.

Runge-Kutta-Nys trom Methods. In order to obtain larger stability domains, we focus on the class of Runge-Kutta-Nystro m (RKN) methods that
is especially adapted to second order ODEs

Y (to) = Yo,

y" = f(t,y,y'),

y' (to)

y~.

The s slopes k~ and the new discrete approximations y 1

y~ ~ y' (to + h) of one step are given by

k~ = f(t

+ cih, Yo+ hciy~ +

h2

j=l

j=l

L aijkj, y~ + h L aijkj)

Y1 =Yo+ hy~

L bikL

y(t 0

+ h)

and

1, ... , s;

h2

y~

i=l

y~

+ h 2:: bi k~.

(3)

i=l

The Newmark method is a member of this large method class if we choose

s = 2 stages and coefficients as given in Table 1 below. Note that (3) can be
easily adapted to the special structure of the equations of motion (1).

3 Maximizing the Stability Domain

Our goal is to determine the method coefficients (aij) , (aij), ( bi), (bi), and (Ci)
of the Runge-Kutta-Nystro m method (3) in such a way that we obtain a low
order explicit method with large stability domain. The order conditions can
be derived from the theory of P-series for partitioned differential equations
[HNW93] and are omitted here. Concerning the stability, we apply the scheme
(3) to the scalar test equation (2) and rewrite one step as

( Y';+l )
Ym+l

= L ( Y';)
Ym

with a 2 x 2 matrix L that depends in a rather complicated fashion on the

method coefficients. Instead of an eigenvalue analysis for L, the matrix
invariants trace J 1 and determinant J 2 yield a straightforward criterion
for stability, an approach that is common in the theory of Newmark

142

C. Lunk, B. Simeon

methods [HuOO] and that we adopt here. More precisely, we have weak
stability if

-( ..72 + 1) <
2

'7

< . 72 + 1

vl-

and

We skip the details of the coefficient search and refer the interested reader
to [Lu02]. Summarizing the results, it turns out that there exist methods
with a stability domain up to e = 2s. However, these methods are only explicit in the position variables and implicit in the velocities. They can be
viewed as generalizations of the well-known Stormer's rule. In order to keep
the computational effort for the implicit velocity terms low, we succeeded
in deriving particular coefficient sets that feature an SDIRK-like structure
with respect to the velocity coefficients. Table 1 gives some examples of the
methods. Moreover, Figs. 2-5 show the corresponding stability domains in the
(~,B)-plane. Due to the special structure of the second order system (2) and
the discretization (3), the notion of stability domains C <r is not applicable
here. We observe that the methods are unconditionally stable with respect to
the damping factor ~ while with respect to the frequency w, the stepsize is
limited by e :::; 2s ==? hmax = 2s jw. In case of Stormer's rule, however, we
have e::::: 2(s- 1) = 2.

10

12

12

10

10

86

2.

5.

3.

Fig. 2. Stormer, tab. 1 'a, 1

= 0.

Fig. 4. Largest, tab. 1 ' c: (:) 2 6

= 2s .

Fig. 3. St ab. up to (:) = 2s = 4,

tab. 1 'b.
Fig. 5. Stab. of p = 3-method,
tab. 1 'd.

143

RKN Methods for Stiff Mechanical Systems

The following algorithm illustrates how the methods can be implemented

in an efficient way. The main effort is the solution of linear systems with
matrix M +haD, a = aii If a decomposition (or possibly preconditioning)
of this matrix is performed in advance, only backsolves remain in each step:
for i = 1: s
- k'
Dj=1 aij j;
+ Ci h qm + h2 "'i-1
(M + haD)k~ = b(w, t + cih)- k(w)- D(q;, + h L~:i aijkj);
t = t + h; qm+1 = qm + hq;, + h2 L:=1 bik~; q:,+1 = q:, + h L:=1 bik~;
W

:=

qm

4 Numerical Examples
Our test example is the 2D-pylon with time-dependent hanging load of
Fig. 1. Its segments are modelled by Euler-Bernoulli-beams, and the FEdescritization leads to a total of 107 nodes with 3 degrees of freedom each.
After elemination of boundary conditions we obtain a second order ODE with
315 unknowns. The highest and lowest eigenfrequencies range from about
~ 741.
2.649 105 to 357, i.e., Wmax
Wmin
Table 1. Different Runge-Kutta-Nystrom coefficients, p: method order,
of stages. In Table 1 'a., Stormer's rule is obtained for ry = 0.
Tab.l 'a.
Newmark
method.

Tab.l 'c.
RKN with
8 = 3,
p= 2.

c; 1 11
1
2-ry

,/ a;j 11
'"Y

2 ~

-b; ---> 112 - '"Y

+--

b;

Tab.l 'b.
RKN with
8 = p = 2.

9 H 25
1 72 72

I24
5

97

360

I
45 1

97

Tab.l 'd.
RKN with
8 = p = 3.

20 100 25

8 :

number

11.!
2

I~ ~I
0

19

~7

33IT33
1_92 ~9

1 11
18 6

1
6

Table 2. Pylon: Relative error and CPU time (h:min:s), 2GHz Pentium IV.
model
linear
nondamped
linear
damped
nonlinear
nondamped
nonlinear
damped

lstoermer (1'a) rkns2 (1'b) 29rkns3 (1 'c) rknord3 (1'd)

I
I
I

ode15s

ode45

8.4. 10- 5
(0:02:02)

8.4. 10-5
(0:02:02)

8.4. 10- 5
(0:02:02)

2.8. 10- 6
(0:04:23)

6.o . 10- 3 2.6 . 10- 5

(0:08:18) (0:31:51)

8.6 10- 5
(0:02:49)

8.6. w- 5
(0:02:48)

5.0. 10- 3
(0:01:42)

2.5. w- 6
(0:05:06)

1.4 . 10- 2 3.8 . 10-s

(0:04:28) (0:06:40)

3.2 10- 2
(0:12:43)

1.9. 10-2
(0:12:55)

1.9 10- 2
(0:12:54)

1.5 . 10-5
(0:23:18)

2.1 . 10- 2 6.3 . 10- 5

(1:32:40) (2:53:11)

1.9 10- 2
(0:11:00)

4.6. 10- 4
(0:11:15)

4.1. 10- 3
(0:06:43)

2.5. 10- 6
(0:20:56)

1.1. 10- 2 2.0. 10- 7

(0:24:05) (0:46:18)

144

C. Lunk, B. Simeon

Table 2 compares our RKN-methods of Tab. 1 with the two MATLABsolvers ode45 (RK 5th order) and ode15s (BDF 1st and 2nd order). We
took the default settings for these codes and applied the RKN-method with
maximum stepsize. As the relative errors and computation times both for
a damped and undamped model as well as a linear and nonlinear stiffness
term show, the RKN-methods are competitive and efficient.

References
(HNW93] Hairer, E., N0rsett, S.P., Wanner, G.: Solving Ordinary Differential Equations I, Nonstiff Problems. 2. edition. Springer, Heidelberg (1993)
(HW96] Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II, Stiff
and Differential-Algebraic Problems. Springer, Heidelberg (1996)
(HuOO]
Hughes: The Finite Element Method. Dover, Princeton (2000)
(Lu02]
Lunk, Ch.: Runge-Kutta-Nystrom-Verfahre n zur Losung steifer Differentialgleichungen aus der Strukturmechanik. MA Thesis, University of
Karlsruhe (2002)